NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
49.60 |
51.93 |
2.33 |
4.7% |
49.88 |
| High |
52.60 |
53.24 |
0.64 |
1.2% |
50.83 |
| Low |
49.09 |
50.23 |
1.14 |
2.3% |
46.25 |
| Close |
52.18 |
51.64 |
-0.54 |
-1.0% |
49.05 |
| Range |
3.51 |
3.01 |
-0.50 |
-14.2% |
4.58 |
| ATR |
2.83 |
2.84 |
0.01 |
0.5% |
0.00 |
| Volume |
17,331 |
18,938 |
1,607 |
9.3% |
108,689 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.73 |
59.20 |
53.30 |
|
| R3 |
57.72 |
56.19 |
52.47 |
|
| R2 |
54.71 |
54.71 |
52.19 |
|
| R1 |
53.18 |
53.18 |
51.92 |
52.44 |
| PP |
51.70 |
51.70 |
51.70 |
51.34 |
| S1 |
50.17 |
50.17 |
51.36 |
49.43 |
| S2 |
48.69 |
48.69 |
51.09 |
|
| S3 |
45.68 |
47.16 |
50.81 |
|
| S4 |
42.67 |
44.15 |
49.98 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.45 |
60.33 |
51.57 |
|
| R3 |
57.87 |
55.75 |
50.31 |
|
| R2 |
53.29 |
53.29 |
49.89 |
|
| R1 |
51.17 |
51.17 |
49.47 |
49.94 |
| PP |
48.71 |
48.71 |
48.71 |
48.10 |
| S1 |
46.59 |
46.59 |
48.63 |
45.36 |
| S2 |
44.13 |
44.13 |
48.21 |
|
| S3 |
39.55 |
42.01 |
47.79 |
|
| S4 |
34.97 |
37.43 |
46.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.24 |
46.25 |
6.99 |
13.5% |
3.16 |
6.1% |
77% |
True |
False |
17,490 |
| 10 |
53.24 |
46.25 |
6.99 |
13.5% |
2.77 |
5.4% |
77% |
True |
False |
19,819 |
| 20 |
53.24 |
42.19 |
11.05 |
21.4% |
2.78 |
5.4% |
86% |
True |
False |
18,561 |
| 40 |
54.24 |
42.19 |
12.05 |
23.3% |
2.59 |
5.0% |
78% |
False |
False |
16,326 |
| 60 |
60.72 |
42.19 |
18.53 |
35.9% |
2.74 |
5.3% |
51% |
False |
False |
14,070 |
| 80 |
61.20 |
42.19 |
19.01 |
36.8% |
2.81 |
5.4% |
50% |
False |
False |
11,906 |
| 100 |
76.25 |
42.19 |
34.06 |
66.0% |
2.67 |
5.2% |
28% |
False |
False |
10,123 |
| 120 |
108.05 |
42.19 |
65.86 |
127.5% |
2.48 |
4.8% |
14% |
False |
False |
8,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.03 |
|
2.618 |
61.12 |
|
1.618 |
58.11 |
|
1.000 |
56.25 |
|
0.618 |
55.10 |
|
HIGH |
53.24 |
|
0.618 |
52.09 |
|
0.500 |
51.74 |
|
0.382 |
51.38 |
|
LOW |
50.23 |
|
0.618 |
48.37 |
|
1.000 |
47.22 |
|
1.618 |
45.36 |
|
2.618 |
42.35 |
|
4.250 |
37.44 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.74 |
51.14 |
| PP |
51.70 |
50.63 |
| S1 |
51.67 |
50.13 |
|